Wenger turned down the chance to take over as Real Madrid coach last summer, but has now been linked with a move to the Spanish side again as under-fire Manuel Pellegrini looks set to be axed.
“I am always going to the end of my contract and I am going until 2011 – there is no way,” he said.
Asked if he had a message for Real, he said: “Yes, leave me alone.”
“It shows in Europe you have no guarantee,” he said. “£240 million doesn’t buy you the Champions League necessarily. If you can spend it every year you will get there. But it is the first year with Pérez back and you have to give him time. He only has to invest again next year, so I think they will be a force again.
“At the moment I focus on Hull City. Maybe less glamorous than Real Madrid but they are much more important in my life at the moment.”